1 Includes securities lent to dealers, which are fully collateralized by other U.S. Treasury securities. 2 Face value of the securities. 3 Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed securities. 4 Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.5 Estimated. 6 Cash value of agreements, which are collateralized by U.S. Treasury securities.7 Includes U.S. Treasury STRIPS and other zero coupon bonds at face value.

Sources: Federal Reserve Banks and the U.S. Department of the Treasury.

2. Consolidated Statement of Condition of All Federal Reserve BanksMillions of Dollars

Assets, liabilities, and capital

Eliminationsfromconsolidation

Change Since

Wednesday Dec 27, 2006

Wednesday Dec 20, 2006

Wednesday Dec 28, 2005

Assets

Gold certificate account

11,037

0

0

Special drawing rights certificate account

2,200

0

0

Coin

800

- 21

+ 112

Securities, repurchase agreements, and loans

815,426

+ 4,197

+ 25,852

Securities held outright

778,938

+ 1,300

+ 34,728

U.S. Treasury (1)

778,938

+ 1,300

+ 34,728

Bills (2)

277,019

0

+ 5,749

Notes and bonds, nominal (2)

467,864

+ 1,342

+ 18,269

Notes and bonds, inflation-indexed (2)

30,105

0

+ 10,122

Inflation compensation (3)

3,951

- 42

+ 589

Federal agency (2)

0

0

0

Repurchase agreements (4)

36,000

+ 2,500

- 9,250

Loans

488

+ 398

+ 374

Items in process of collection

(1,174)

5,137

+ 323

- 2,613

Bank premises

1,944

+ 13

+ 118

Other assets (5)

37,349

+ 436

+ 10

Total assets

(1,174)

873,894

+ 4,950

+ 23,480

Liabilities

Federal Reserve notes net of FR Bank holdings

782,733

+ 6,824

+ 23,487

Reverse repurchase agreements (6)

32,126

+ 2,223

+ 1,754

Deposits

(0)

17,591

- 4,681

- 4,075

Depository institutions

12,772

- 3,717

- 4,290

U.S. Treasury, general account

4,470

- 966

+ 227

Foreign official

92

+ 3

+ 7

Other

(0)

258

0

- 18

Deferred availability cash items

(1,174)

4,727

+ 260

- 1,970

Other liabilities and accrued dividends (7)

5,987

+ 38

+ 1,568

Total liabilities

(1,174)

843,163

+ 4,664

+ 20,763

Capital Accounts

Capital paid in

15,328

+ 2

+ 1,792

Surplus

10,554

0

- 1,076

Other capital accounts

4,848

+ 283

+ 1,999

Total capital

30,731

+ 286

+ 2,717

Note: Components may not sum to totals because of rounding.

1 Includes securities lent to dealers, which are fully collateralized by other U.S. Treasury securities.2 Face value of the securities.3 Compensation that adjusts for the effect of inflation on the original face value of inflation-indexed securities. 4 Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securites.5 Includes assets denominated in foreign currencies, which are revalued daily at market exchange rates. 6 Cash value of agreements, which are collateralized by U.S. Treasury securities.7 Includes exchange-translation account reflecting the daily revaluation at market exchange rates of foreign exchange commitments.

3. Maturity Distribution of Loans and Securities, December 27, 2006Millions of dollars

Maturity

Loans

U.S. Treasury securities (1)

Federal agency securities

Repurchaseagreements(2)

Reverserepurchaseagreements(2)

Holding

Weeklychanges

Holdings

Week change

Within 15 days

488

57,557

- 993

0

0

36,000

32,126

16 days to 90 days

0

163,462

+ 1,593

0

0

0

0

91 days to 1 year

0

185,595

- 603

0

0

------

------

Over 1 to 5 years

------

224,185

+ 1,329

0

0

------

------

Over 5 to 10 years

------

67,650

- 9

0

0

------

------

Over 10 years

------

80,489

- 16

0

0

------

------

All

488

778,938

+ 1,300

0

0

36,000

32,126

Note: Components may not sum to totals because of rounding.--- Not applicable.

1 Includes the original face value of inflation-indexed securities and compensation that adjusts for the effect of inflation on the original face value of such securities. 2 Cash value of agreements classified by remaining maturity of the agreements.

4. Statement of Condition of Each Federal Reserve Bank on December 27, 2006Millions of dollars

Assets, liabilities, and capital

Total

Boston

New York

Philadelphia

Cleveland

Richmond

Atlanta

Chicago

St. Louis

Minneapolis

Kansas City

Dallas

SanFrancisco

Assets

Gold certificate account

11,037

486

4,139

463

446

853

1,023

947

328

211

324

575

1,242

Special drawing rights certificate acct.

2,200

115

874

83

104

147

166

212

71

30

66

98

234

Coin

800

23

48

53

77

78

94

97

39

30

61

80

119

Securities, repurchase agreements,

and loans

815,426

37,178

324,306

33,820

33,634

65,111

65,216

71,550

24,749

15,856

22,827

34,958

86,221

Securities held outright

778,938

37,170

288,306

33,818

33,634

64,706

65,210

71,522

24,748

15,835

22,809

34,958

86,221

U.S. Treasury (1)

778,938

37,170

288,306

33,818

33,634

64,706

65,210

71,522

24,748

15,835

22,809

34,958

86,221

Bills (2)

277,019

13,219

102,532

12,027

11,962

23,012

23,191

25,436

8,801

5,632

8,112

12,432

30,663

Notes and bonds(3)

501,920

23,951

185,774

21,791

21,673

41,695

42,019

46,086

15,947

10,204

14,697

22,526

55,558

Federal agency (2)

0

0

0

0

0

0

0

0

0

0

0

0

0

Repurchase agreements(4)

36,000

0

36,000

0

0

0

0

0

0

0

0

0

0

Loans

488

9

0

1

0

405

6

28

1

21

18

0

0

Items in process of collection

6,311

247

44

611

774

410

366

499

172

350

769

595

1,475

Bank premises

1,944

118

212

58

158

167

231

207

79

116

158

260

182

Other assets(5)

37,349

1,261

12,195

1,891

2,313

7,054

2,772

2,818

766

718

745

981

3,834

Interdistrict settlement account

0

+ 305

-28,259

+ 861

- 2,575

+ 3,767

+12,370

- 3,568

+ 2,091

- 328

+ 4,636

+ 3,433

+ 7,268

Total Assets

875,068

39,733

313,560

37,839

34,931

77,588

82,238

72,762

28,295

16,983

29,586

40,979

100,575

Note: Components may not sum to totals because of rounding.

1 Includes securities lent to dealers, which are fully collateralized by other U.S. Treasury securities.2 Face value of the securities.3 Includes the original face value of inflation-indexed securities and compensation that adjusts for the effect of inflation on the original face value of such securities. 4 Cash value of agreements, which are collateralized by U.S. Treasury and federal agency securities.5 Includes assets denominated in foreign currencies, which are revalued daily at market exchange rates.

4. Statement of Condition of Each Federal Reserve Bank on December 27, 2006Millions of dollars

Assets, liabilities, and capital

Total

Boston

New York

Philadelphia

Cleveland

Richmond

Atlanta

Chicago

St. Louis

Minneapolis

KansasCity

Dallas

SanFrancisco

Liabilities

Federal Reserve notes outstanding

959,287

39,169

342,498

38,763

36,445

75,267

97,746

80,081

29,205

17,483

30,821

56,901

114,907

Less: notes held by F.R. Banks

176,554

3,149

56,921

7,288

6,736

11,492

23,731

14,441

3,141

2,555

3,738

19,223

24,141

Federal Reserve notes, net

782,733

36,020

285,578

31,475

29,709

63,775

74,015

65,641

26,064

14,928

27,083

37,678

90,767

Reverse repurchase agreements (1)

32,126

1,533

11,891

1,395

1,387

2,669

2,689

2,950

1,021

653

941

1,442

3,556

Deposits

17,591

713

6,573

600

954

1,672

1,892

1,502

526

237

463

700

1,761

Depository institutions

12,772

710

1,858

597

949

1,599

1,889

1,499

519

236

461

699

1,757

U.S. Treasury, general account

4,470

0

4,470

0

0

0

0

0

0

0

0

0

0

Foreign official

92

1

63

2

3

11

3

3

0

1

1

0

4

Other

258

1

182

1

3

62

0

0

6

0

2

0

0

Deferred availability cash items

5,900

373

125

759

388

583

551

340

125

449

529

425

1,253

Other liabilities and accrued

dividends (2)

5,987

276

1,941

305

296

682

495

542

216

155

202

293

584

Total liabilities

844,337

38,914

306,108

34,534

32,735

69,380

79,643

70,975

27,952

16,421

29,217

40,539

97,920

Capital

Capital paid in

15,328

396

3,727

1,810

1,087

4,097

1,276

858

166

276

176

211

1,247

Surplus

10,554

309

1,604

723

996

3,238

872

838

124

235

166

121

1,328

Other capital

4,848

114

2,121

771

113

872

447

91

53

51

27

108

80

Total liabilities and capital

875,068

39,733

313,560

37,839

34,931

77,588

82,238

72,762

28,295

16,983

29,586

40,979

100,575

Note: Components may not sum to totals because of rounding.

1 Cash value of agreements, which are collateralized by U.S. Treasury securities.2 Includes exchange-translation account reflecting the daily revaluation at market exchange rates of foreign exchange commitments.

1 Includes face value of U.S. Treasury and agency securities held outright, compensation to adjust for the effect of inflation on the original face value of inflation-indexed securities, and cash value of repurchase agreements.